+114.1%
NLY vs Z
+13.0%
+101.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | -3.6% | -11.6% | +7.9% | -1.9% |
| 30D | -4.9% | -8.5% | +3.5% | -3.8% |
| 3M | +6.2% | -7.9% | +14.1% | +7.0% |
| 6M | +4.5% | -29.1% | +33.6% | +9.2% |
| YTD | +5.1% | -54.2% | +59.3% | +16.6% |
| 1Y | +13.5% | -63.5% | +77.1% | +29.8% |
| 3Y | +65.6% | -38.6% | +104.2% | +71.8% |
| 5Y | +26.9% | -66.0% | +92.9% | +35.4% |
| 10Y | +81.8% | -6.5% | +88.3% | +57.9% |
| All | +114.1% | +13.0% | +101.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling